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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:16:29 +0000
Post From: Latency on Rithmic Server Fill Times
| [2024-05-21 19:04:07] |
| TraderBiku - Posts: 32 |
|
Hello, I was using the Rithmic Direct - DTC connection today, and experienced some very long (5-15 second) latency on fills, ie from the time my market order was submitted until the time it was filled. I have looked thoroughly through the trade activity log just to make sure I am understanding what is happening correctly in terms of sequence of events and timestamps. As far as I know, I am using the Denali feed for live data and Rithmic DTC for routing only. Under Data/Trade Service Settings, I have only filled in my user information under "trading username/password" and left market data or historical data fields blank - is it correct that this defaults me to use Denali for live and historical data? I don't see any other errors popping up when I connect to the Rithmic feed, and in one instance out of four fills, the roundtrip latency was about 150ms, roughly as I would expect - but for the other three fills, the latency was anywhere from 5 and 15 seconds, which seems incredibly long for modern servers. I understand support for Rithmic is limited (given that it's a separate data/trading service) but any information about what I might look into to help reduce future latency, or for how to monitor for potential latency issues in real time via Sierra Chart, would be greatly appreciated! When I tried the Rithmic DTC server again later this evening as a test, latency was again back to "normal", around 140-150ms. Thanks very much in advance - |